class_docstr: Represents an interest rate curve.
docstr: Discount rates at the interpolation nodes.
docstr_tok: ["Discount","rates","at","the","interpolation","nodes","."]
code: def discount_rate_nodes(self) -> types.FloatTensor:
      """Discount rates at the interpolation nodes."""
      discount_rates = tf.math.divide_no_nan(
          -tf.math.log(self.discount_factor_nodes),
          self._times,
          name="discount_rate_nodes",
      )
      return discount_rates
  
imports: from typing import Optional, Tuple
  import tensorflow.compat.v2
  from tf_quant_finance import datetime
  from tf_quant_finance import math
  from tf_quant_finance import rates
  from tf_quant_finance.experimental.pricing_platform.framework.core import curve_types
  from tf_quant_finance.experimental.pricing_platform.framework.core import daycount_conventions
  from tf_quant_finance.experimental.pricing_platform.framework.core import interpolation_method
  from tf_quant_finance.experimental.pricing_platform.framework.core import processed_market_data
  from tf_quant_finance.experimental.pricing_platform.framework.core import types
  from tf_quant_finance.experimental.pricing_platform.framework.market_data import utils
label_desc: Use image node_id 6 for calling the RateCurve obj's underlying member method code with example usage: obj.discount_rate_nodes() and returns: discount_rates